# ASTIF: Adaptive Semantic-Temporal Integration for Cryptocurrency Price Forecasting

arXiv: https://arxiv.org/abs/2512.18661 · HTML: https://mlsanity.com/paper/2512.18661/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 38 references that are in the map.
- First posted on arXiv 21 Dec 2025.

## Builds on (most cited first, 10 of 10)

- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Efficient Large Language Models: A Survey](https://mlsanity.com/paper/2312.03863/) (2023)
- [FinRipple: Aligning Large Language Models with Financial Market for Event Ripple Effect Awareness](https://mlsanity.com/paper/2505.23826/) (2025)
- [A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices](https://mlsanity.com/paper/2504.17079/) (2025)
- [Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components](https://mlsanity.com/paper/2306.17095/) (2023)

## Abstract (arXiv)

Financial time series forecasting is fundamentally an information fusion challenge, yet most existing models rely on static architectures that struggle to integrate heterogeneous knowledge sources or adjust to rapid regime shifts. Conventional approaches, relying exclusively on historical price sequences, often neglect the semantic drivers of volatility such as policy uncertainty and market narratives. To address these limitations, we propose the ASTIF (Adaptive Semantic-Temporal Integration for Cryptocurrency Price Forecasting), a hybrid intelligent system that adapts its forecasting strategy in real time through confidence-based meta-learning. The framework integrates three complementary components. A dual-channel Small Language Model using MirrorPrompt extracts semantic market cues alongside numerical trends. A hybrid LSTM Random Forest model captures sequential temporal dependencies. A confidence-aware meta-learner functions as an adaptive inference layer, modulating each predictor's contribution based on its real-time uncertainty. Experimental evaluation on a diverse dataset of AI-focused cryptocurrencies and major technology stocks from 2020 to 2024 shows that ASTIF outperforms leading deep learning and Transformer baselines (e.g., Informer, TFT). The ablation studies further confirm the critical role of the adaptive meta-learning mechanism, which successfully mitigates risk by shifting reliance between semantic and temporal channels during market turbulence. The research contributes a scalable, knowledge-based solution for fusing quantitative and qualitative data in non-stationary environments.